+183.2%
SLV vs PSX
+353.3%
-170.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -14.2% | -8.1% | -6.1% | -13.6% |
| 3M | -20.3% | +15.9% | -36.2% | -21.8% |
| 6M | -40.2% | +49.4% | -89.6% | -42.9% |
| YTD | -27.6% | +104.7% | -132.2% | -33.6% |
| 1Y | +0.4% | +89.1% | -88.7% | -7.1% |
| 3Y | +129.4% | +151.7% | -22.4% | +103.9% |
| 5Y | +99.8% | +298.3% | -198.5% | +67.8% |
| 10Y | +183.2% | +357.1% | -173.8% | +131.9% |
| All | +183.2% | +353.3% | -170.1% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling